Implementa i sette algoritmi puri di docs/03-algorithms.md con
disciplina TDD: 112 test, copertura statement+branch al 100% su
core/ e config/, mypy --strict pulito, ruff pulito.
Moduli:
- config/schema.py: StrategyConfig Pydantic v2 con validatori di
consistenza (kelly, delta, OTM, spread width, profit/stop).
- core/types.py: OptionQuote e OptionLeg condivisi.
- core/entry_validator.py: validate_entry (accumula motivi) e
compute_bias (bull_put/bear_call/iron_condor/None).
- core/liquidity_gate.py: check OI/volume/spread/depth + slippage
stimato in % del credito.
- core/sizing_engine.py: Quarter Kelly con cap 200/1000 EUR e
bande DVOL.
- core/combo_builder.py: select_strikes (DTE/OTM/delta/width/credit)
e build (ComboProposal con credit/max_loss/breakeven).
- core/greeks_aggregator.py: somma firmata BUY/SELL, theta in USD.
- core/exit_decision.py: 6 trigger ordinati con eccezione skip-time
vicino a profit (mark in (50%,70%] credito).
- core/kelly_recalibration.py: full/quarter Kelly, confidence per
sample size, blend medio in fascia 30-99 trade.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
